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CAPM
Theorie
79
Theory
79
Arbitrage
37
Transaction costs
23
Transaktionskosten
19
Financial market
15
Finanzmarkt
15
Portfolio selection
14
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14
pessimism
14
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13
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13
equilibrium
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9
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9
Heterogeneous beliefs
9
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arbitrage
8
Allgemeines Gleichgewicht
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7
Cost-benefit analysis
7
General equilibrium
7
Option pricing theory
7
Rational expectations
7
Risk aversion
7
heterogeneous beliefs
7
incomplete markets
7
Agency theory
6
Anlageverhalten
6
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6
Behavioural finance
6
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6
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English
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Jouini, Elyès
18
Napp, Clotilde
12
Bizid, Abdelhamid
2
Beddock, Arthur
1
Campi, Luciano
1
Kallal, Hédi D.
1
Koehl, Pierre-François
1
Porte, Vincent
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1
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1
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1
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ECONIS (ZBW)
15
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3
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1
Belief dispersion and convex cost of adjustment in the stock market and in the real economy
Jouini, Elyès
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 4190-4209
Persistent link: https://www.econbiz.de/10014338339
Saved in:
2
Viability and equilibrium in securites markets with frictions
Jouini, Elyès
;
Kallal, Hédi D.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001444172
Saved in:
3
Pricing in incomplete markets : an equilibrium approach
Bizid, Abdelhamid
;
Jouini, Elyès
;
Koehl, Pierre-François
-
1997
Persistent link: https://www.econbiz.de/10000980452
Saved in:
4
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
-
1998
Persistent link: https://www.econbiz.de/10000993493
Saved in:
5
Arbitrage and investment opportunities
Jouini, Elyès
;
Napp, Clotilde
- In:
Finance and stochastics
5
(
2001
)
3
,
pp. 305-325
Persistent link: https://www.econbiz.de/10001599273
Saved in:
6
A class of models satisfying a dynamical version of the CAPM
Jouini, Elyès
;
Napp, Clotilde
- In:
Economics letters
79
(
2003
)
3
,
pp. 299-304
Persistent link: https://www.econbiz.de/10001755273
Saved in:
7
Hétérogénéité des croyances, prix du risque et volatilité des marchés
Jouini, Elyès
;
Napp, Clotilde
- In:
Revue d'économie financière : revue trimestrielle de …
(
2004
)
74
,
pp. 125-137
Persistent link: https://www.econbiz.de/10002514700
Saved in:
8
Efficient portfolios in financial markets with proportional transaction costs
Campi, Luciano
;
Jouini, Elyès
;
Porte, Vincent
- In:
Mathematics and financial economics
7
(
2013
)
3
,
pp. 281-304
Persistent link: https://www.econbiz.de/10009754853
Saved in:
9
Aggregation of heterogeneous beliefs
Jouini, Elyès
;
Napp, Clotilde
- In:
Journal of mathematical economics
42
(
2006
)
6
,
pp. 752-770
Persistent link: https://www.econbiz.de/10003376556
Saved in:
10
Heterogeneous beliefs and asset pricing in discrete time : an analysis of pessimism and doubt
Jouini, Elyès
;
Napp, Clotilde
- In:
Journal of economic dynamics & control
30
(
2006
)
7
,
pp. 1233-1260
Persistent link: https://www.econbiz.de/10003336480
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